Struct VolatilityCompression 

pub struct VolatilityCompression { /* private fields */ }

Volatility Compression — consecutive count of bars where the bar’s range is below the rolling average range over the last period bars.

Outputs:

• +N: N consecutive bars where range < rolling avg (compression building).
• 0: current bar has range >= rolling avg (compression broken).

This is useful for detecting squeeze setups: prolonged compression often precedes a volatility expansion breakout.

Returns SignalValue::Unavailable until period bars have been seen.

Errors

Returns FinError::InvalidPeriod if period == 0.

Example

use fin_primitives::signals::indicators::VolatilityCompression;
use fin_primitives::signals::Signal;

let vc = VolatilityCompression::new("vc", 14).unwrap();
assert_eq!(vc.period(), 14);

Implementations

impl VolatilityCompression

pub fn new(name: impl Into<String>, period: usize) -> Result<Self, FinError>

Constructs a new VolatilityCompression.

Errors

Returns FinError::InvalidPeriod if period == 0.

pub fn streak(&self) -> u32

Returns the current compression streak count.

Trait Implementations

impl Signal for VolatilityCompression

fn name(&self) -> &str

Returns the name of this signal (unique within a pipeline).

fn period(&self) -> usize

Returns the number of bars required before the signal produces a value.

fn is_ready(&self) -> bool

Returns true if the signal has accumulated enough bars to produce a value.

fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError>

Updates the signal with a BarInput and returns the current value.

fn reset(&mut self)

Resets the signal to its initial state as if no bars had been seen.

fn update_bar(&mut self, bar: &OhlcvBar) -> Result<SignalValue, FinError>

Convenience wrapper: converts bar to BarInput and calls Self::update.

fn warm_up(&mut self, bars: &[BarInput]) -> Result<SignalValue, FinError>

Feed a slice of historical bars to prime the indicator in one call.